Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47350.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45955.4 Kr¶

PnL: ---------------------------------------> -933.17 Kr¶

DD now: ---------------------------------> -2.631 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 14:43:08.768501'

Anic Portfolio¶

Today¶

Return: -0.177 %¶

This Week¶

Return: -1.174 %¶

Total¶

Return: 55.013 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.380000 2800.000000 164.000000 6.220000 2636.000010
FM Mattsson Mora Group B 50 2.660000 3090.000000 163.000000 5.570000 2927.000000
HMS Networks 2 15.960000 802.000000 129.000000 19.170000 673.000000
SAAB B 8 1.130000 3446.400000 69.400000 2.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 1.070000 396.200000 41.200000 11.610000 355.000000
MedCap 2 -0.430000 459.000000 38.000000 9.030000 421.000000
Corem Property Group B 59 -0.570000 613.600000 36.600000 6.340000 576.999999
Boozt 12 0.860000 1682.400000 28.400000 1.720000 1653.999996
Intrum 4 4.190000 552.400000 25.400000 4.820000 527.000000
Resurs Holding 22 -0.950000 596.200000 22.200000 3.870000 573.999998
AcadeMedia 12 -1.350000 577.680000 20.680000 3.710000 557.000004
Eastnine 4 0.640000 505.600000 14.600000 2.970000 491.000000
Swedbank A 3 -0.850000 574.800000 10.800000 1.910000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.550000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 0.100000 579.360000 9.360000 1.640000 570.000000
OEM International B 7 -0.130000 536.900000 8.900000 1.690000 527.999997
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Norva24 Group 16 0.060000 546.560000 3.560000 0.660000 543.000000
Samhällsbyggnadsbo. i Norden D 12 0.680000 249.360000 3.360000 1.370000 246.000000
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Coor Service Management Hold. 8 -0.070000 534.800000 2.800000 0.530000 532.000000
CTEK 13 0.640000 532.480000 -1.520000 -0.280000 533.999999
Nordea Bank Abp 29 -0.650000 3446.360000 -7.640000 -0.220000 3453.999992
Handelsbanken A 5 -0.460000 537.250000 -8.750000 -1.600000 546.000000
Midsona B 63 1.460000 569.520000 -13.480000 -2.310000 582.999984
Essity B 2 -3.760000 538.200000 -35.800000 -6.240000 574.000000
International Petroleum Corp. 5 -0.540000 549.500000 -45.070000 -7.580000 594.565215
Vivesto 1368 2.050000 544.460000 -68.540000 -11.180000 612.999432
Essity A 4 -3.400000 1080.000000 -69.000000 -6.010000 1149.000000
Sampo Oyj SDB 7 -1.190000 3769.500000 -80.500000 -2.090000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 0.190000 3640.000000 -171.000000 -4.490000 3810.999990
OX2 18 1.600000 1425.600000 -238.400000 -14.330000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -0.560000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45957.780000 -930.790000 -2.62622% 46888.564618

Updated:¶

'2023-01-26 14:42:32.839599'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶